Unit convenor and teaching staff |
Unit convenor and teaching staff
Unit Convenor
Simon Wong
Please refer to iLearn
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Credit points |
Credit points
3
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Prerequisites |
Prerequisites
6cp at 200 level including (AFIN252 or ((ACST201 or ACST202) and AFIN250))
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
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Unit description |
Unit description
This unit provides students with the analytical skills and techniques required to effectively manage diversified portfolios of securities. The unit prepares students for asset allocation management and performance assessment of diversified portfolios. Issues relating to the management of portfolios containing options, futures and other derivatives will also be reviewed. After completing this unit students have greater knowledge for effective portfolio management and an increased awareness of potential practical problems in implementation.
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Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Assessment criteria: Assessment criteria for all assessment tasks will be provided on the unit iLearn site
Questions: Subject-related questions whose answer is useful to everyone should be posted to the iLearn discussion board. Questions of a personal nature can be emailed to the teaching assistant at afin352@mq.edu.au.
Marks in gradebook: It is the responsibility of students to view their marks for each assessment on iLearn within 20 working days of posting. If there are any discrepancies, students must contact the unit convenor immediately. Failure to do so will mean that queries received after the release of final results regarding assessment tasks (not including the final exam mark) will not be addressed.
Name | Weighting | Hurdle | Due |
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Online quiz | 0% | No | Week 3 |
Class Test | 20% | No | Week 6 |
Project | 20% | No | Various |
Final Examination | 60% | No | University Examination Period |
Due: Week 3
Weighting: 0%
This on-line quiz is to provide early feedback. Please use the quiz as an indicator of whether you are progressing satisfactorily in the unit. If you are having difficulties, please see the Unit Convenor and consider withdrawing before the census date.
Type of Collaboration: Individual Submission: via iLearn Format: Multiple choice questions Length: Please refer to iLearn Late Submission: No extensions will be granted. Students who have not submitted the task prior to the deadline will be awarded a mark of zero (0) for the task, except for cases in which an application for special consideration is made and approved
Due: Week 6
Weighting: 20%
Class test
Type of Collaboration: Individual Submission: In class Format: Please refer to iLearn Length: Please refer to iLearn Late Submission: No extensions will be granted. Students who have not submitted the task prior to the deadline will be awarded a mark of zero (0) for the task, except for cases in which an application for special consideration is made and approved
Due: Various
Weighting: 20%
This is a Project Report task which is composed of Group and Individual components. Students have to complete all three tasks in this assessment. Students who do not submit all components of the project will be awarded a ZERO mark for the whole project assignment.
Students will be required to carry out research in a group of 4-5.The project consists of three parts:
1. Group Analysis Report (10%) - to be completed by the group and due in Week 9, Mon 7 Oct at 11.30pm
2. Individual Report (5%) - to be completed individually based on the analysis and due in Week 9, Fri 11 Oct at 11.30pm
3. Individual Presentation (5%) - to be completed in Week 10, 11 & 12. Students will be notified the actual presentation date and time.
The Group Analysis Report and Individual report have to be submitted via Turnitin and iLearn. Further details will be posted to iLearn.
Type of Collaboration: Group and Individual Submission: via iLearn Format: Report and Presentation Length: Please refer to iLearn Late Submission: No extensions will be granted. There will be a deduction of 10% of the total available marks made from the total awarded mark for each 24 hour period or part thereof that the submission is late (for example, 25 hours late in submission – 20% penalty). This penalty does not apply for cases in which an application for special consideration is made and approved. No submission will be accepted after solutions have been posted.
Due: University Examination Period
Weighting: 60%
Final Exam
Covers all materials in this unit.
You are permitted ONE A4 paper containing reference material written or printed on both sides. The page will not be returned to you at the end of the final examination.
No dictionaries of any kind are allowed in the final examination.
Non–programmable calculators are allowed, provided that they are not capable of storing text.
Type of Collaboration: Individual Submission: In class during examination period Format: Please refer to iLearn Length: Two hours Late Submission: No extensions will be granted. Students who have not submitted the task prior to the deadline will be awarded a mark of zero (0) for the task, except for cases in which an application for special consideration is made and approved
Prizes for this unit (see).
http://www.businessandeconomics.mq.edu.au/undergraduate_degrees/prizes_scholarships
Unit Web Page
Week | Topics |
1 | Introduction. Portfolio return |
2 | Markowitz Mean-Variance Optimisation |
3 | Capital Asset Pricing Model |
4 | Arbitrage Pricing Theory and Factor Models |
5 | Performance Evaluation |
6 | *Class Test* |
7 | Optimisation in Practice |
8 | Project Week |
9 | Black-Litterman Model |
10 | Fixed-income Portfolio |
11 | Value-At-Risk and Expected Short Fall |
12 | Alternative Investments |
13 | Revision |
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Supplementary Examinations
Further information regarding supplementary exams, including dates, is available here
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